dqlt02.f

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*> \brief \b DQLT02
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at 
*            http://www.netlib.org/lapack/explore-html/ 
*
*  Definition:
*  ===========
*
*       SUBROUTINE DQLT02( M, N, K, A, AF, Q, L, LDA, TAU, WORK, LWORK,
*                          RWORK, RESULT )
* 
*       .. Scalar Arguments ..
*       INTEGER            K, LDA, LWORK, M, N
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   A( LDA, * ), AF( LDA, * ), L( LDA, * ),
*      $                   Q( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
*      $                   WORK( LWORK )
*       ..
*  
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DQLT02 tests DORGQL, which generates an m-by-n matrix Q with
*> orthonornmal columns that is defined as the product of k elementary
*> reflectors.
*>
*> Given the QL factorization of an m-by-n matrix A, DQLT02 generates
*> the orthogonal matrix Q defined by the factorization of the last k
*> columns of A; it compares L(m-n+1:m,n-k+1:n) with
*> Q(1:m,m-n+1:m)'*A(1:m,n-k+1:n), and checks that the columns of Q are
*> orthonormal.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] M
*> \verbatim
*>          M is INTEGER
*>          The number of rows of the matrix Q to be generated.  M >= 0.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The number of columns of the matrix Q to be generated.
*>          M >= N >= 0.
*> \endverbatim
*>
*> \param[in] K
*> \verbatim
*>          K is INTEGER
*>          The number of elementary reflectors whose product defines the
*>          matrix Q. N >= K >= 0.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*>          A is DOUBLE PRECISION array, dimension (LDA,N)
*>          The m-by-n matrix A which was factorized by DQLT01.
*> \endverbatim
*>
*> \param[in] AF
*> \verbatim
*>          AF is DOUBLE PRECISION array, dimension (LDA,N)
*>          Details of the QL factorization of A, as returned by DGEQLF.
*>          See DGEQLF for further details.
*> \endverbatim
*>
*> \param[out] Q
*> \verbatim
*>          Q is DOUBLE PRECISION array, dimension (LDA,N)
*> \endverbatim
*>
*> \param[out] L
*> \verbatim
*>          L is DOUBLE PRECISION array, dimension (LDA,N)
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the arrays A, AF, Q and L. LDA >= M.
*> \endverbatim
*>
*> \param[in] TAU
*> \verbatim
*>          TAU is DOUBLE PRECISION array, dimension (N)
*>          The scalar factors of the elementary reflectors corresponding
*>          to the QL factorization in AF.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is DOUBLE PRECISION array, dimension (LWORK)
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*>          LWORK is INTEGER
*>          The dimension of the array WORK.
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is DOUBLE PRECISION array, dimension (M)
*> \endverbatim
*>
*> \param[out] RESULT
*> \verbatim
*>          RESULT is DOUBLE PRECISION array, dimension (2)
*>          The test ratios:
*>          RESULT(1) = norm( L - Q'*A ) / ( M * norm(A) * EPS )
*>          RESULT(2) = norm( I - Q'*Q ) / ( M * EPS )
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee 
*> \author Univ. of California Berkeley 
*> \author Univ. of Colorado Denver 
*> \author NAG Ltd. 
*
*> \date November 2011
*
*> \ingroup double_lin
*
*  =====================================================================
      SUBROUTINE dqlt02( M, N, K, A, AF, Q, L, LDA, TAU, WORK, LWORK,
     $                   rwork, result )
*
*  -- LAPACK test routine (version 3.4.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     November 2011
*
*     .. Scalar Arguments ..
      INTEGER            k, lda, lwork, m, n
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   a( lda, * ), af( lda, * ), l( lda, * ),
     $                   q( lda, * ), result( * ), rwork( * ), tau( * ),
     $                   work( lwork )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   zero, one
      parameter( zero = 0.0d+0, one = 1.0d+0 )
      DOUBLE PRECISION   rogue
      parameter( rogue = -1.0d+10 )
*     ..
*     .. Local Scalars ..
      INTEGER            info
      DOUBLE PRECISION   anorm, eps, resid
*     ..
*     .. External Functions ..
      DOUBLE PRECISION   dlamch, dlange, dlansy
      EXTERNAL           dlamch, dlange, dlansy
*     ..
*     .. External Subroutines ..
      EXTERNAL           dgemm, dlacpy, dlaset, dorgql, dsyrk
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          dble, max
*     ..
*     .. Scalars in Common ..
      CHARACTER*32       srnamt
*     ..
*     .. Common blocks ..
      common             / srnamc / srnamt
*     ..
*     .. Executable Statements ..
*
*     Quick return if possible
*
      IF( m.EQ.0 .OR. n.EQ.0 .OR. k.EQ.0 ) THEN
         result( 1 ) = zero
         result( 2 ) = zero
         return
      END IF
*
      eps = dlamch( 'Epsilon' )
*
*     Copy the last k columns of the factorization to the array Q
*
      CALL dlaset( 'Full', m, n, rogue, rogue, q, lda )
      IF( k.LT.m )
     $   CALL dlacpy( 'Full', m-k, k, af( 1, n-k+1 ), lda,
     $                q( 1, n-k+1 ), lda )
      IF( k.GT.1 )
     $   CALL dlacpy( 'Upper', k-1, k-1, af( m-k+1, n-k+2 ), lda,
     $                q( m-k+1, n-k+2 ), lda )
*
*     Generate the last n columns of the matrix Q
*
      srnamt = 'DORGQL'
      CALL dorgql( m, n, k, q, lda, tau( n-k+1 ), work, lwork, info )
*
*     Copy L(m-n+1:m,n-k+1:n)
*
      CALL dlaset( 'Full', n, k, zero, zero, l( m-n+1, n-k+1 ), lda )
      CALL dlacpy( 'Lower', k, k, af( m-k+1, n-k+1 ), lda,
     $             l( m-k+1, n-k+1 ), lda )
*
*     Compute L(m-n+1:m,n-k+1:n) - Q(1:m,m-n+1:m)' * A(1:m,n-k+1:n)
*
      CALL dgemm( 'Transpose', 'No transpose', n, k, m, -one, q, lda,
     $            a( 1, n-k+1 ), lda, one, l( m-n+1, n-k+1 ), lda )
*
*     Compute norm( L - Q'*A ) / ( M * norm(A) * EPS ) .
*
      anorm = dlange( '1', m, k, a( 1, n-k+1 ), lda, rwork )
      resid = dlange( '1', n, k, l( m-n+1, n-k+1 ), lda, rwork )
      IF( anorm.GT.zero ) THEN
         result( 1 ) = ( ( resid / dble( max( 1, m ) ) ) / anorm ) / eps
      ELSE
         result( 1 ) = zero
      END IF
*
*     Compute I - Q'*Q
*
      CALL dlaset( 'Full', n, n, zero, one, l, lda )
      CALL dsyrk( 'Upper', 'Transpose', n, m, -one, q, lda, one, l,
     $            lda )
*
*     Compute norm( I - Q'*Q ) / ( M * EPS ) .
*
      resid = dlansy( '1', 'Upper', n, l, lda, rwork )
*
      result( 2 ) = ( resid / dble( max( 1, m ) ) ) / eps
*
      return
*
*     End of DQLT02
*
      END